Target Price Playground
๐ Strategy
๐ฏ Target
โ๏ธ Legs
๐ก Stock vs Options at Target
If TDC hits $28 by Jun 19: the cash-secured put returns +$150 (6.4%) on $-150 credit (max loss $2,350), vs +$92 (3.4%) for 100 shares on $2,708. Options give 1.9ร capital efficiency.
๐ Expiry
Options expire Jun 19, 2026 (59 days out). P&L shown is the value at expiry if TDC is at $28. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
๐ Projected Return
๐ Notes for each mode (not shown on real page)
Reprices legs at (target_price, target_date) via Black-Scholes. Works on existing BS service. Simplest mode โ ship first.
Uses our historical options chains to replay this exact strategy over past expirations. Needs: date picker, "rolling every N days", cumulative P&L chart.
"Run this strategy on every BUY-rated stock with score โฅ 80 for last 90d." Reuses score_backtest pipeline + strategy overlay.
Inverse: user says "+50% in 90d", system solves for required price move, shows IV-implied probability. Pure math.
๐ P&L Scenarios โ what happens at different prices and dates
| TDC Price | Today | May 10 | May 30 | Jun 19 (exp) |
|---|---|---|---|---|
| $22 (-20%) | -$241 | -$220 | -$195 | -$184 |
| $23 (-15%) | -$152 | -$124 | -$87 | -$48 |
| $24 (-10%) | -$79 | -$46 | -$1 | +$87 |
| $26 (-5%) | -$19 | +$15 | +$62 | +$150 |
| $27 (-2%) | +$11 | +$44 | +$89 | +$150 |
| $27 (0%) โ spot | +$28 | +$60 | +$103 | +$150 |
| $28 (+2%) | +$43 | +$75 | +$114 | +$150 |
| $28 (+3%) โ target | +$53 | +$83 | +$120 | +$150 |
| $28 (+5%) | +$63 | +$92 | +$127 | +$150 |
| $30 (+10%) | +$90 | +$114 | +$139 | +$150 |
| $31 (+15%) | +$109 | +$128 | +$145 | +$150 |
| $33 (+20%) | +$122 | +$137 | +$148 | +$150 |